CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 14-Jun-2017

Day Change Summary
	Previous	Current
	13-Jun-2017	14-Jun-2017	Change	Change %	Previous Week
Open	0.7531	0.7525	-0.0006	-0.1%	0.7423
High	0.7554	0.7625	0.0071	0.9%	0.7557
Low	0.7514	0.7523	0.0009	0.1%	0.7413
Close	0.7529	0.7581	0.0052	0.7%	0.7518
Range	0.0040	0.0102	0.0062	155.0%	0.0144
ATR	0.0052	0.0056	0.0004	6.8%	0.0000
Volume	22,763	64,880	42,117	185.0%	19,424

Daily Pivots for day following 14-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7882	0.7834	0.7637
R3	0.7780	0.7732	0.7609
R2	0.7678	0.7678	0.7600
R1	0.7630	0.7630	0.7590	0.7654
PP	0.7576	0.7576	0.7576	0.7589
S1	0.7528	0.7528	0.7572	0.7552
S2	0.7474	0.7474	0.7562
S3	0.7372	0.7426	0.7553
S4	0.7270	0.7324	0.7525

Weekly Pivots for week ending 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7928	0.7867	0.7597
R3	0.7784	0.7723	0.7558
R2	0.7640	0.7640	0.7544
R1	0.7579	0.7579	0.7531	0.7610
PP	0.7496	0.7496	0.7496	0.7511
S1	0.7435	0.7435	0.7505	0.7466
S2	0.7352	0.7352	0.7492
S3	0.7208	0.7291	0.7478
S4	0.7064	0.7147	0.7439

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7625	0.7509	0.0116	1.5%	0.0044	0.6%	62%	True	False	21,248
10	0.7625	0.7362	0.0263	3.5%	0.0058	0.8%	83%	True	False	12,022
20	0.7625	0.7362	0.0263	3.5%	0.0056	0.7%	83%	True	False	6,361
40	0.7625	0.7315	0.0310	4.1%	0.0056	0.7%	86%	True	False	3,361
60	0.7725	0.7315	0.0410	5.4%	0.0053	0.7%	65%	False	False	2,278

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	0.8059
2.618	0.7892
1.618	0.7790
1.000	0.7727
0.618	0.7688
HIGH	0.7625
0.618	0.7586
0.500	0.7574
0.382	0.7562
LOW	0.7523
0.618	0.7460
1.000	0.7421
1.618	0.7358
2.618	0.7256
4.250	0.7090

Fisher Pivots for day following 14-Jun-2017
Pivot	1 day	3 day
R1	0.7579	0.7577
PP	0.7576	0.7573
S1	0.7574	0.7569

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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